BNP Paribas Call 140 NUE 16.01.20.../  DE000PG2QCA2  /

EUWAX
09/08/2024  09:22:59 Chg.+0.06 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
2.66EUR +2.31% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 140.00 USD 16/01/2026 Call
 

Master data

WKN: PG2QCA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 16/01/2026
Issue date: 14/06/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.02
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 0.47
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 0.47
Time value: 2.18
Break-even: 154.75
Moneyness: 1.04
Premium: 0.16
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 1.53%
Delta: 0.66
Theta: -0.02
Omega: 3.32
Rho: 0.88
 

Quote data

Open: 2.66
High: 2.66
Low: 2.66
Previous Close: 2.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -16.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.00 2.60
1M High / 1M Low: 4.06 2.60
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.80
Avg. volume 1W:   0.00
Avg. price 1M:   3.48
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -